Geodesic
Generalized hyperbolic secant distribution: properties, estimation, and applications
Filomat, Tome 35 (2021) no. 13, p. 4305

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DOI

In this study, we define a generalized hyperbolic secant distribution. Poor fit to heavy tailed data sets is repeatedly obtained by existing three-parameter distributions. Only three parameters are considered in the proposed new distribution and it fits a heavy left-and right-tailed data better than various existing distributions. We study some properties of the new distribution, namely, mode, skewness, kurtosis, hazard function, moments, mean deviation, and Shannon entropy. Seven different frequentist methods for estimating the parameters are briefly described. A simulation study is also conducted to compare the performances of the proposed methods of estimation. The usefulness of the new model is demonstrated by applying it to fit two real-life data
DOI : 10.2298/FIL2113305A
Classification : 62E15, 62F10, 62P35
Keywords: beta-family, hazard function, symmetric distribution, moments 
Mohammad A Aljarrah. Generalized hyperbolic secant distribution: properties, estimation, and applications. Filomat, Tome 35 (2021) no. 13, p. 4305 . doi: 10.2298/FIL2113305A
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     author = {Mohammad A Aljarrah},
     title = {Generalized hyperbolic secant distribution: properties, estimation, and applications},
     journal = {Filomat},
     pages = {4305 },
     year = {2021},
     volume = {35},
     number = {13},
     doi = {10.2298/FIL2113305A},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2113305A/}
}
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